Expected value analysis of multiparameter systems

Zi ping Luo; Herschel Rabitz

doi:10.1016/0096-3003(87)90066-X

Expected value analysis of multiparameter systems

Research output: Contribution to journal › Article › peer-review

Abstract

This paper proposes a new method, called EVA (expected value analysis), to analyze the effect of the uncertainties of the parameters on the output function of systems described as differential equation initial value problems. Starting from the model equations, the associated EVA differential equations are shown to be readily handled through available computer codes. A quantitative analysis of the EVA approximation is presented along with a comparison to local SSA (statistical sensitivity analysis) and global FAST (Fourier amplitude sensitivity test).

Original language	English (US)
Pages (from-to)	153-181
Number of pages	29
Journal	Applied Mathematics and Computation
Volume	24
Issue number	2
DOIs	https://doi.org/10.1016/0096-3003(87)90066-X
State	Published - Nov 1987

All Science Journal Classification (ASJC) codes

Computational Mathematics
Applied Mathematics

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10.1016/0096-3003(87)90066-X

Cite this

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title = "Expected value analysis of multiparameter systems",

abstract = "This paper proposes a new method, called EVA (expected value analysis), to analyze the effect of the uncertainties of the parameters on the output function of systems described as differential equation initial value problems. Starting from the model equations, the associated EVA differential equations are shown to be readily handled through available computer codes. A quantitative analysis of the EVA approximation is presented along with a comparison to local SSA (statistical sensitivity analysis) and global FAST (Fourier amplitude sensitivity test).",

author = "Luo, {Zi ping} and Herschel Rabitz",

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AB - This paper proposes a new method, called EVA (expected value analysis), to analyze the effect of the uncertainties of the parameters on the output function of systems described as differential equation initial value problems. Starting from the model equations, the associated EVA differential equations are shown to be readily handled through available computer codes. A quantitative analysis of the EVA approximation is presented along with a comparison to local SSA (statistical sensitivity analysis) and global FAST (Fourier amplitude sensitivity test).

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Expected value analysis of multiparameter systems

Abstract

All Science Journal Classification (ASJC) codes

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